A Nonparametric Simulated Maximum Likelihood Estimation Method.

This paper presents a new simulated maximum-likelihood method that rests on estimating the likelihood nonparametrically on a simulated sample. We prove that this method, which can be used on very general models, is consistent and asymptotically efficient.

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Year of publication:	2001
Authors:	Fermanian, J.D. ; Salanie, B.
Subject:	EFFICIENCY \| ECONOMIC MODELS \| SIMULATION \| EVALUATION

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Type of publication:	Book / Working Paper
Notes:	25 pages
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780756